Does anyone keep pet lemmings and if not, why not?

Rimmer in Red Dwarf said he had kept one once according to the script:-
RIMMER: Don't try and explain it, Lister. I don't know why I'm even surprised. Everyone always leaves me in the end. Girls, parents... I had a pet lemming once. I loved that little lemming. I built him a little wall so he could hurl himself over it.

Lemmings don't commit suicide by leaping off cliffs but I'm sure I have read that Disney studios once killed a lot of lemmings in a 1950s wildlife documentary in order to perpetuate that myth.

I suspect they may be too aggressive. I have heard that there is a Norwegian saying "as brave as a lemming" and that the little rodents will face up to animals such as polar bears whether they have a chance or not. Suicidal in a different way, perhaps.

The Steppe Lemming is also one of the most common domestic lemmings. In captivity they can live from 2 to 2.5 years, however they are usually mistreated with small cages (a 10-gallon tank is best for a colony) and improper diets.

https://en.wikipedia.org/wiki/Image:Lagurus_lagurus.jpg